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22 lines
2.2 KiB
22 lines
2.2 KiB
ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756)
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reverse(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756))
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ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252)
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reverse(ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252))
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ts_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),504)
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reverse(ts_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),504))
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subtract(ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126),ts_rank(ts_backfill(fscore_momentum,66),126))
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reverse(subtract(ts_rank(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126),ts_rank(ts_backfill(fscore_momentum,66),126)))
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ts_delta(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),63)
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reverse(ts_delta(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),63))
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ts_sum(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),63)
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reverse(ts_sum(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),63))
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ts_mean(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126)
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reverse(ts_mean(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),126))
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ts_std_dev(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252)
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reverse(ts_std_dev(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),252))
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group_neutralize(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),country)
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reverse(group_neutralize(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),country))
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group_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),industry)
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reverse(group_zscore(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),industry))
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multiply(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),reverse(ts_backfill(fscore_momentum,66)))
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multiply(ts_corr(ts_backfill(fscore_momentum,66),ts_backfill(fscore_value,66),756),ts_backfill(fscore_total,66)) |